15 citations · 52 across the 23 of their papers we have counts for
5 papers · 1 filter
Off-policy Evaluation in Doubly Inhomogeneous Environments
Zeyu Bian, Chengchun Shi, Zhengling Qi +1
This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are bo…
Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning
Rui Miao, Zhengling Qi, Cong Shi +1
Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrum…
Change Point Detection for High-dimensional Linear Models: A General Tail-adaptive Approach
Bin Liu, Zhengling Qi, Xinsheng Zhang +1
We propose a novel approach for detecting change points in high-dimensional linear regression models. Unlike previous research that relied on strict Gaussian/sub-Gaussian error ass…
Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding
Zhengling Qi, Rui Miao, Xiaoke Zhang
Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unf…
On Robustness of Individualized Decision Rules
Zhengling Qi, Jong-Shi Pang, Yufeng Liu
With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literat…